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Author ID: ng.chi-tim Recent zbMATH articles by "Ng, Chi Tim"
Published as: Ng, Chi Tim
External Links: MGP
Documents Indexed: 34 Publications since 2006, including 1 Additional arXiv Preprint
Co-Authors: 30 Co-Authors with 33 Joint Publications
893 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

14 Publications have been cited 51 times in 47 Documents Cited by Year
Composite likelihood for time series models with a latent autoregressive process. Zbl 1206.62153
Ng, Chi Tim; Joe, Harry; Karlis, Dimitris; Liu, Juxin
11
2011
Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184
Chan, Ngai Hang; Ng, Chi Tim
9
2009
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
6
2010
Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model. Zbl 1487.62089
Ng, Chi Tim; Oh, Seungyoung; Lee, Youngjo
5
2016
Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078
Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing
4
2016
Model comparison with composite likelihood information criteria. Zbl 1357.62086
Ng, Chi Tim; Joe, Harry
4
2014
Fractional constant elasticity of variance model. Zbl 1268.91177
Chan, Ngai Hang; Ng, Chi Tim
3
2006
Change-point estimators with true identification property. Zbl 1380.62098
Ng, Chi Tim; Lee, Woojoo; Lee, Youngjo
3
2018
Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices. Zbl 1191.15033
Ng, Chi Tim; Joe, Harry
1
2010
Regularized LRT for large scale covariance matrices: one sample problem. Zbl 1356.62070
Choi, Young-Geun; Ng, Chi Tim; Lim, Johan
1
2017
Normality test for multivariate conditional heteroskedastic dynamic regression models. Zbl 1211.62154
Lee, Sangyeol; Ng, Chi Tim
1
2011
Markowitz portfolio and the blur of history. Zbl 1457.91350
Ng, Chi Tim; Shi, Yue; Chan, Ngai Hang
1
2020
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection. Zbl 1516.62598
Shi, Yue; Ng, Chi Tim; Feng, Zhiguo; Yiu, Ka-Fai Cedric
1
2019
Testing stochastic orders in tails of contingency tables. Zbl 1511.62124
Ng, Chi Tim; Lim, Johan; Hahn, Kyu S.
1
2011
Markowitz portfolio and the blur of history. Zbl 1457.91350
Ng, Chi Tim; Shi, Yue; Chan, Ngai Hang
1
2020
A descent algorithm for constrained LAD-Lasso estimation with applications in portfolio selection. Zbl 1516.62598
Shi, Yue; Ng, Chi Tim; Feng, Zhiguo; Yiu, Ka-Fai Cedric
1
2019
Change-point estimators with true identification property. Zbl 1380.62098
Ng, Chi Tim; Lee, Woojoo; Lee, Youngjo
3
2018
Regularized LRT for large scale covariance matrices: one sample problem. Zbl 1356.62070
Choi, Young-Geun; Ng, Chi Tim; Lim, Johan
1
2017
Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model. Zbl 1487.62089
Ng, Chi Tim; Oh, Seungyoung; Lee, Youngjo
5
2016
Shrinkage estimation of mean-variance portfolio. Zbl 1337.91078
Liu, Yan; Chan, Ngai Hang; Ng, Chi Tim; Wong, Samuel Po Shing
4
2016
Model comparison with composite likelihood information criteria. Zbl 1357.62086
Ng, Chi Tim; Joe, Harry
4
2014
Composite likelihood for time series models with a latent autoregressive process. Zbl 1206.62153
Ng, Chi Tim; Joe, Harry; Karlis, Dimitris; Liu, Juxin
11
2011
Normality test for multivariate conditional heteroskedastic dynamic regression models. Zbl 1211.62154
Lee, Sangyeol; Ng, Chi Tim
1
2011
Testing stochastic orders in tails of contingency tables. Zbl 1511.62124
Ng, Chi Tim; Lim, Johan; Hahn, Kyu S.
1
2011
Trimmed portmanteau test for linear processes with infinite variance. Zbl 1181.62138
Lee, Sangyeol; Ng, Chi Tim
6
2010
Generating random \(\mathrm{AR}(p)\) and \(\mathrm{MA}(q)\) Toeplitz correlation matrices. Zbl 1191.15033
Ng, Chi Tim; Joe, Harry
1
2010
Statistical inference for non-stationary GARCH(\(p\),\(q\)) models. Zbl 1326.62184
Chan, Ngai Hang; Ng, Chi Tim
9
2009
Fractional constant elasticity of variance model. Zbl 1268.91177
Chan, Ngai Hang; Ng, Chi Tim
3
2006
all top 5

Cited by 95 Authors

6 Ng, Chi Tim
3 Barreto-Souza, Wagner
2 Bibi, Abdelouahab
2 Cui, Yunwei
2 Ghezal, Ahmed
2 Lee, Woojoo
2 Lee, Youngjo
2 Li, Dong
2 Nguyen, van Cuong
2 Shi, Yue
2 Wu, Rongning
1 Araneda, Axel A.
1 Arvanitis, Stelios
1 Azimmohseni, Majid
1 Bennedsen, Mikkel
1 Bianconcini, Silvia
1 Billard, Lynne
1 Bouhaddioui, Chafik
1 Brault, Vincent
1 Cagnone, Silvia
1 Cai, Yizhou
1 Chan, Ngai Hang
1 Cherfaoui, Mouloud
1 Dazi, G.
1 Ebner, Bruno
1 Fallah, Somayeh
1 Feng, Xiaoping
1 Fisher, Thomas J.
1 Garcia, Stephan Ramon
1 Genton, Marc G.
1 Ghoudi, Kilani
1 Golan, David
1 Guo, Shaojun
1 Hardin, Johanna S.
1 He, Zhaoyi
1 Henze, Norbert
1 Huang, Zhenzhong
1 Huser, Raphaël
1 Jia, Yisu
1 Jiang, Yunlu
1 Jullien, Alexandra
1 Karlis, Dimitris
1 Kim, Gwangsu
1 Klassen, Geoff
1 Korkie, Robert
1 Lescheb, Ines
1 Lévy-Leduc, Céline
1 Li, Hong
1 Lim, Johan
1 Liu, Juxin
1 Liu, Xiaoyue
1 Liu, Zhan
1 Livsey, James
1 Louka, Alexandros
1 Lund, Robert B.
1 Lunde, Asger
1 Ma, Ting Fung
1 Mathieu, Amélie
1 Mehrdoust, Farshid
1 Meng, Li
1 Nong, Quynh Van
1 Obeidat, Mohammed
1 Ombao, Hernando C.
1 Osgood, Nathaniel D.
1 Pan, Jiazhu
1 Pedeli, Xanthi
1 Pereira, Isabel M. S.
1 Samadi, S. Yaser
1 Santos, Cláudia
1 Scotto, Manuel González
1 Shephard, Neil
1 Shi, Peng
1 Silva, Rodrigo B.
1 Slimani, Walid
1 Son, Won
1 Song, Biwei
1 Sundararajan, Raanju Ragavendar
1 Tahata, Kouji
1 Tang, Linjun
1 Tsang, Ka Wai
1 Turtle, Harry J.
1 Veraart, Almut E. D.
1 Wang, Hui
1 Wang, Mei
1 Wang, Xinlei
1 Wu, Changchun
1 Wu, Wuqing
1 Yaghmaie, F.
1 Yau, Chun Yip
1 Yoshimoto, Takuya
1 Youngjo, Lee
1 Zhao, Zifeng
1 Zhou, Zhangong
1 Zhu, Jun
1 Zhu, Ke

Citations by Year